+227.2%
IONQ vs TECH
-5.7%
+232.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.3% | +8.3% |
| 7D | +25.5% | +0.2% | +25.2% | +25.3% |
| 30D | -11.4% | +0.5% | -11.9% | -11.7% |
| 3M | -20.5% | +0.9% | -21.3% | -20.8% |
| 6M | -28.2% | +51.0% | -79.3% | -46.0% |
| YTD | -21.2% | +24.4% | -45.6% | -35.5% |
| 1Y | -40.4% | +27.6% | -68.0% | -52.5% |
| 3Y | +214.7% | +29.9% | +184.8% | +126.2% |
| 5Y | +56.9% | -40.6% | +97.5% | +93.0% |
| All | +227.2% | -5.7% | +232.9% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TECH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling